Title :
The effect of various floating point formats on the absolute error bound in recursive filtering
Author :
Bauer, P.H. ; Wang, Jie
Author_Institution :
Dept. of Electr. Eng., Notre Dame Univ., IN, USA
Abstract :
It is shown that floating point realizations of linearly stable systems can exhibit four fundamental types of free responses. The effects of various floating point arithmetic reformatting schemes on the convergence of autoregressive difference equations are addressed. Truncation and rounding quantization schemes as well as double and single length product mantissa schemes are analyzed and compared
Keywords :
analogue-digital conversion; convergence of numerical methods; difference equations; digital arithmetic; digital filters; filtering and prediction theory; roundoff errors; autoregressive difference equations; convergence; double length product mantissa; error bound; floating point arithmetic; floating point formats; free responses; linearly stable systems; recursive filtering; reformatting; rounding quantization; single length product mantissa; truncation; Convergence; Difference equations; Digital arithmetic; Filtering; Floating-point arithmetic; Laboratories; Nonlinear filters; Quantization; Signal analysis; USA Councils;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1992. ICASSP-92., 1992 IEEE International Conference on
Conference_Location :
San Francisco, CA
Print_ISBN :
0-7803-0532-9
DOI :
10.1109/ICASSP.1992.226348
